RBI Call 31 VAS 20.09.2024/  AT0000A33KM0  /

EUWAX
6/13/2024  9:16:19 AM Chg.-0.001 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.011EUR -8.33% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 31.00 - 9/20/2024 Call
 

Master data

WKN: RC084M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 31.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 106.83
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.54
Time value: 0.02
Break-even: 31.24
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 1.07
Spread abs.: 0.01
Spread %: 71.43%
Delta: 0.13
Theta: 0.00
Omega: 14.07
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.012
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -50.00%
3 Months
  -73.81%
YTD
  -94.02%
1 Year
  -97.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.012
1M High / 1M Low: 0.041 0.012
6M High / 6M Low: 0.207 0.012
High (YTD): 1/2/2024 0.172
Low (YTD): 6/12/2024 0.012
52W High: 6/14/2023 0.530
52W Low: 6/12/2024 0.012
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   0.150
Avg. volume 1Y:   0.000
Volatility 1M:   379.34%
Volatility 6M:   265.37%
Volatility 1Y:   211.43%
Volatility 3Y:   -